Time Series

In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the Nile River at Aswan. Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to forecast future events based on known past events: to predict data points before they are measured. An example of time series forecasting in econometrics is predicting the opening price of a stock based on its past performance. Time series are very frequently plotted via line charts.

By: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

By: M. S. M. Noorani; N. H. Adenan

Description: Universiti Pendidikan Sultan Idris, Perak, Malaysia. The estimation of river flow is significantly related to the impact of urban hydrology, as this
could provide information to solve important problems, such as flooding downstream. The nonlinear
prediction method has been employed for analysis of four years of daily river flow data for the
Langat River at Kajang, Malaysia, which is located in a downstream area. The nonlinear prediction
method involv...

By: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

By: Brynjolfsson, Erik; Kemerer, Chris F

Supported by the MIT Center for Coordination Science and the MIT Center for Information Systems Research ; Supported in part by DataQuest, Inc., International Data Corporation and the National Software Testing Lab